portfolio correlation is broken, see attachment

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PORTFOLIO ERROR.jpg

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14.10.2017 17:43

Task created

16.10.2017 08:21

Status changed from New to Waiting for information

could you please attach the strategy from which you wanted to compute portfolio correlation?

20.10.2017 03:36

Mark, I don’t have them anymore because I am not saving strats from SQ4 yet. It was approximately 10 strategies generated by SQ4.

Josh

29.01.2018 10:26

Status changed from Waiting for information to Fixed

I cannot reproduce it, it works fine in all my tests. If it happens again pleas ecreate a new bug for it and attach the strategy.

Votes: 0